Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603436.3149 | 507205.4707 | 96230.8441 | 416019.0626 | 139040.8477 | 276978.2149 |
Total P&L (%) | 603.4363 | 507.2055 | 96.2308 | 416.0191 | 139.0408 | 276.9782 |
Avg Daily Profit (%) | 0.3127 | 0.2628 | 0.0499 | 0.0851 | 0.0452 | 0.0688 |
Buy And Hold Return (%) | 15.129 | 15.129 | 15.129 | 15.129 | 15.129 | 15.129 |
Max Trade Drawdown | -102763 | -82033 | -171351 | -248596 | -235580 | -191919 |
Profit Factor | 1.437 | 1.8404 | 1.1238 | 1.1876 | 1.1271 | 1.2465 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 158 | 72 | 86 | 158 | 72 | 86 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 51.4658 | 46.7532 | 56.2092 | 51.4658 | 46.7532 | 56.2092 |
Ratio Avg Win / Avg Loss | 1.3551 | 2.096 | 0.8755 | 1.1199 | 1.2836 | 0.9711 |
Largest Winning Trade | 129547 | 129547 | 53900 | 130388 | 130388 | 118598 |
Largest Losing Trade | -54709 | -21341 | -54709 | -80274 | -80274 | -68779 |
Avg Bars in Trades | 74 | 51 | 97 | 74 | 51 | 97 |
Avg Bars in Winners | 80 | 50 | 105 | 80 | 50 | 105 |
Avg Bars in Losers | 68 | 53 | 86 | 68 | 53 | 86 |
Bars Traded | 22853 | 7997 | 14856 | 22853 | 7997 | 14856 |
Profit Streak | 0 | 0 | 11.988 | 0 | 0 | 11.988 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421822 | 398007 | -211109 | -91756 | -214327 | -101321 |
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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